+190.4%
PDD vs QID
-97.5%
+287.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.6% |
| 7D | -7.6% | -11.8% | +4.2% | -13.1% |
| 30D | -5.4% | +14.2% | -19.6% | +1.2% |
| 3M | -12.9% | +8.8% | -21.7% | -8.9% |
| 6M | -19.0% | +1.5% | -20.5% | -17.4% |
| YTD | -31.6% | -23.8% | -7.8% | -38.8% |
| 1Y | -43.0% | -22.0% | -21.0% | -48.1% |
| 3Y | -28.9% | -71.9% | +43.0% | -58.6% |
| 5Y | -18.4% | -77.6% | +59.2% | -45.4% |
| All | +190.4% | -97.5% | +287.9% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling